Lung macrophages mature after birth, placing newborn infants, particularly those born preterm, within a unique window of susceptibility to disease. We hypothesized that in preterm infants, lung macrophage immaturity contributes to the development of bronchopulmonary dysplasia (BPD), the most common serious complication of prematurity. By measuring changes in lung macrophage gene expression in preterm patients at risk of BPD, we show here that patients eventually developing BPD had higher inflammatory mediator expression even on the first day of life. Surprisingly, the ex vivo response to LPS was similar across all samples. Our analysis did however uncover macrophage signature genes whose expression increased in the first week of life specifically in patients resilient to disease. We propose that these changes describe the dynamics of human lung macrophage differentiation. Our study therefore provides new mechanistic insight into both neonatal lung disease and human developmental immunology.